Calculate VaR: Market Risk Measurement
About this course
Value at Risk (VaR) is one of the most widely used tools for measuring market risk; however, understanding what it truly represents is essential for making informed financial decisions. In this intermediate-level course, you’ll learn how to interpret, calculate, and communicate VaR results using real-world financial data. You’ll start by exploring the purpose and limitations of VaR, why it became the global standard for summarizing portfolio exposure, and where it can fall short during extreme market events. Then, you’ll apply the historical simulation method to estimate potential losses and identify meaningful outliers that shape weekly risk dashboards. Through short videos, guided readings, and hands-on labs, you’ll translate quantitative findings into clear, decision-ready insights. By the end, you’ll be able to compute VaR confidently, explain its meaning to diverse audiences, and use it responsibly as part of professional market risk analysis and reporting.
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What you'll learn
- calculate VaR using the historical simulation method
- interpret VaR results
- communicate financial risk insights to diverse audiences
- identify meaningful outliers affecting portfolio risk
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